CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 01-Apr-2022

Day Change Summary
	Previous	Current
	31-Mar-2022	01-Apr-2022	Change	Change %	Previous Week
Open	0.8011	0.7993	-0.0018	-0.2%	0.8011
High	0.8021	0.8011	-0.0011	-0.1%	0.8044
Low	0.7976	0.7973	-0.0004	0.0%	0.7940
Close	0.8009	0.7991	-0.0019	-0.2%	0.7991
Range	0.0045	0.0038	-0.0007	-15.6%	0.0104
ATR	0.0054	0.0053	-0.0001	-2.1%	0.0000
Volume	85,428	60,486	-24,942	-29.2%	408,003

Daily Pivots for day following 01-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8105	0.8086	0.8011
R3	0.8067	0.8048	0.8001
R2	0.8029	0.8029	0.7997
R1	0.8010	0.8010	0.7994	0.8001
PP	0.7991	0.7991	0.7991	0.7987
S1	0.7972	0.7972	0.7987	0.7963
S2	0.7953	0.7953	0.7984
S3	0.7915	0.7934	0.7980
S4	0.7877	0.7896	0.7970

Weekly Pivots for week ending 01-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8303	0.8251	0.8048
R3	0.8199	0.8147	0.8019
R2	0.8095	0.8095	0.8010
R1	0.8043	0.8043	0.8000	0.8017
PP	0.7991	0.7991	0.7991	0.7978
S1	0.7939	0.7939	0.7981	0.7913
S2	0.7887	0.7887	0.7971
S3	0.7783	0.7835	0.7962
S4	0.7679	0.7731	0.7933

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8044	0.7940	0.0104	1.3%	0.0050	0.6%	49%	False	False	81,600
10	0.8044	0.7921	0.0123	1.5%	0.0046	0.6%	57%	False	False	74,809
20	0.8044	0.7752	0.0292	3.7%	0.0053	0.7%	82%	False	False	67,647
40	0.8044	0.7752	0.0292	3.7%	0.0054	0.7%	82%	False	False	34,692
60	0.8044	0.7752	0.0292	3.7%	0.0052	0.7%	82%	False	False	23,233
80	0.8044	0.7719	0.0325	4.1%	0.0049	0.6%	84%	False	False	17,486
100	0.8055	0.7719	0.0337	4.2%	0.0047	0.6%	81%	False	False	14,029
120	0.8114	0.7719	0.0395	4.9%	0.0043	0.5%	69%	False	False	11,699

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8172
2.618	0.8110
1.618	0.8072
1.000	0.8049
0.618	0.8034
HIGH	0.8011
0.618	0.7996
0.500	0.7992
0.382	0.7987
LOW	0.7973
0.618	0.7949
1.000	0.7935
1.618	0.7911
2.618	0.7873
4.250	0.7811

Fisher Pivots for day following 01-Apr-2022
Pivot	1 day	3 day
R1	0.7992	0.8008
PP	0.7991	0.8002
S1	0.7991	0.7996

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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